+240.0%
COF vs RRC
+6.8%
+233.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -6.1% | -1.2% | -4.9% | -5.8% |
| 30D | -5.2% | +3.0% | -8.1% | -5.8% |
| 3M | +17.0% | +7.3% | +9.7% | +14.9% |
| 6M | +12.9% | +3.6% | +9.3% | +11.1% |
| YTD | -13.5% | +19.4% | -32.9% | -17.8% |
| 1Y | -5.9% | +21.4% | -27.3% | -11.2% |
| 3Y | +117.1% | +32.8% | +84.4% | +98.0% |
| 5Y | +45.4% | +152.6% | -107.2% | +10.9% |
| All | +240.0% | +6.8% | +233.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling